NYMEX Light Sweet Crude Oil Future September 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
49.31 |
49.00 |
-0.31 |
-0.6% |
49.85 |
| High |
49.79 |
49.72 |
-0.07 |
-0.1% |
50.43 |
| Low |
48.86 |
48.90 |
0.04 |
0.1% |
48.37 |
| Close |
49.17 |
49.56 |
0.39 |
0.8% |
49.58 |
| Range |
0.93 |
0.82 |
-0.11 |
-11.8% |
2.06 |
| ATR |
1.27 |
1.24 |
-0.03 |
-2.5% |
0.00 |
| Volume |
924,240 |
858,250 |
-65,990 |
-7.1% |
4,221,271 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.85 |
51.53 |
50.01 |
|
| R3 |
51.03 |
50.71 |
49.79 |
|
| R2 |
50.21 |
50.21 |
49.71 |
|
| R1 |
49.89 |
49.89 |
49.64 |
50.05 |
| PP |
49.39 |
49.39 |
49.39 |
49.48 |
| S1 |
49.07 |
49.07 |
49.48 |
49.23 |
| S2 |
48.57 |
48.57 |
49.41 |
|
| S3 |
47.75 |
48.25 |
49.33 |
|
| S4 |
46.93 |
47.43 |
49.11 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.64 |
54.67 |
50.71 |
|
| R3 |
53.58 |
52.61 |
50.15 |
|
| R2 |
51.52 |
51.52 |
49.96 |
|
| R1 |
50.55 |
50.55 |
49.77 |
50.01 |
| PP |
49.46 |
49.46 |
49.46 |
49.19 |
| S1 |
48.49 |
48.49 |
49.39 |
47.95 |
| S2 |
47.40 |
47.40 |
49.20 |
|
| S3 |
45.34 |
46.43 |
49.01 |
|
| S4 |
43.28 |
44.37 |
48.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.96 |
48.50 |
1.46 |
2.9% |
1.05 |
2.1% |
73% |
False |
False |
839,458 |
| 10 |
50.43 |
48.25 |
2.18 |
4.4% |
1.16 |
2.3% |
60% |
False |
False |
848,711 |
| 20 |
50.43 |
45.16 |
5.27 |
10.6% |
1.20 |
2.4% |
83% |
False |
False |
750,640 |
| 40 |
50.43 |
42.27 |
8.16 |
16.5% |
1.28 |
2.6% |
89% |
False |
False |
458,295 |
| 60 |
52.38 |
42.27 |
10.11 |
20.4% |
1.32 |
2.7% |
72% |
False |
False |
331,359 |
| 80 |
54.12 |
42.27 |
11.85 |
23.9% |
1.33 |
2.7% |
62% |
False |
False |
261,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.21 |
|
2.618 |
51.87 |
|
1.618 |
51.05 |
|
1.000 |
50.54 |
|
0.618 |
50.23 |
|
HIGH |
49.72 |
|
0.618 |
49.41 |
|
0.500 |
49.31 |
|
0.382 |
49.21 |
|
LOW |
48.90 |
|
0.618 |
48.39 |
|
1.000 |
48.08 |
|
1.618 |
47.57 |
|
2.618 |
46.75 |
|
4.250 |
45.42 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.48 |
49.43 |
| PP |
49.39 |
49.30 |
| S1 |
49.31 |
49.17 |
|